Rapport Backtest

Stratégie · SmaPullbackManaged   |   Ticker · GOOG   |   2020-01-02 → 2025-10-31
Capital Final 11,005.25 €
P&L +1005.25 € (+10.05%)
Total Trades 8
Max Drawdown 11.90%
Sharpe
0.33
Sortino
0.12
Calmar
0.14

Equity Curve

Underwater Curve

Performance

CAGR1.66%
Ulcer Index0.05
Expectancy125.66

Trades Overview

Total8 Win Rate50.00%
Profit Factor1.82 Payoff Ratio1.82

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2020-10-30 04:00:00 2021-01-21 05:00:00 Long 15 83.08 94.03 700.92 13.18% 83
2021-03-01 05:00:00 2021-04-16 04:00:00 Long 15 102.18 114.09 619.61 11.66% 45
2021-09-14 04:00:00 2021-09-21 04:00:00 Long 15 143.25 138.81 -173.16 -3.10% 7
2021-10-28 04:00:00 2022-01-06 05:00:00 Long 15 146.37 136.21 -386.05 -6.94% 70
2023-07-14 04:00:00 2023-07-21 04:00:00 Long 15 124.34 119.74 -197.69 -3.70% 7
2023-10-05 04:00:00 2023-10-26 04:00:00 Long 15 135.27 123.30 -466.79 -8.85% 21
2023-12-08 05:00:00 2024-01-25 05:00:00 Long 15 134.81 150.35 559.53 11.53% 48
2024-10-28 04:00:00 2024-11-08 05:00:00 Long 15 169.86 180.77 348.89 6.42% 11